Look for page #6 in the PDF document (Page 5 in the printed version), you will see them in the diagram for Test Circuit #2, the top section Cf and Rf2 is the Zobel, the L and R in parallel at the bottom-right is the Thiele.

They are also shown on the "Single Supply Application Circuit" diagram in page 7.

that shield connects to chassis. The wire should be short to minimise inductance. This requires that the shield be chassis connected right next to the transformer. Not at Safety Earth, not at Audio Ground.

Aqui,
the R//L goes into the speaker feed wire between the amplifier output (PCB) and the speaker terminal (chassis).

Try to keep the inductor away from the amplifier PCB and not too close to a steel chassis/component.

AndrewT:

Then I can solder the resistor and inductor together in parallel, attach one end to the + speaker output terminal and the other end to the wire coming from the PCB?

I was thinking about removing two little pieces of insulation from the wire coming from the PCB, like 2mm each, and then solder the inductor on top side and the resistor on the bottom side, then putting some heatshrink to cover both resistor//inductor. My question is, would this work since I am not cutting the wire, just two 2mm sections of its insulation to solder the components, or the wire has to be cut and then joined together by the resistor//inductor?.